|
|
Sold Out
Book Categories |
| Acknowledgements | ||
| Introduction and outline of the book | ||
| List of symbols and abbreviations | ||
| 1 | Definition and valuation of the underlying instruments | 3 |
| 2 | Yield curve models: a statistical approach | 27 |
| 3 | A motivation for yield curve models | 55 |
| 4 | The analytic and probabilistic tools | 69 |
| 5 | The conditions of no-arbitrage | 99 |
| 6 | Lattice methodologies | 129 |
| 7 | The partial differential equation (PDE) approach | 143 |
| 8 | Monte Carlo approaches | 157 |
| 9 | The CIR and Vasicek models | 175 |
| 10 | The Black Derman and Toy model | 203 |
| 11 | The Hull and White approach | 227 |
| 12 | The Longstaff and Schwartz model | 263 |
| 13 | The Brennan and Schwartz model | 297 |
| 14 | The Heath Jarrow and Morton approach | 311 |
| 15 | Affine models | 335 |
| 16 | Markovian and non-Markovian interest-rate models | 347 |
| Bibliography | 361 | |
| Index | 367 |
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Login|Complaints|Blog|Games|Digital Media|Souls|Obituary|Contact Us|FAQ
CAN'T FIND WHAT YOU'RE LOOKING FOR? CLICK HERE!!! X
You must be logged in to add to WishlistX
This item is in your Wish List
X
This item is in your Collection
Interest Rate Option Models
X
This Item is in Your Inventory
Interest Rate Option Models
X
You must be logged in to review the productsX
X
X
Add Interest Rate Option Models, Written by an acknowledged expert in option modeling, this extensively revised and expanded Second Edition explains option models at both the theoretical and practical levels. It introduces readers to the best models used by traders globally, describes ho, Interest Rate Option Models to the inventory that you are selling on WonderClubX
X
Add Interest Rate Option Models, Written by an acknowledged expert in option modeling, this extensively revised and expanded Second Edition explains option models at both the theoretical and practical levels. It introduces readers to the best models used by traders globally, describes ho, Interest Rate Option Models to your collection on WonderClub |